FELE vs. COPX
FELE (Franklin Electric Co., Inc.) is a stock, while COPX (Global X Copper Miners ETF) is Copper fund tracking the Solactive Global Copper Miners Total Return Index. Over the past 10 years, FELE returned 11.89%/yr vs 18.83%/yr for COPX. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
FELE vs. COPX - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with FELE at 10.22% and COPX at 10.22%. Over the past 10 years, FELE has underperformed COPX with an annualized return of 11.89%, while COPX has yielded a comparatively higher 18.83% annualized return.
FELE
- 1D
- 1.21%
- 1M
- -0.40%
- 6M
- 5.70%
- YTD
- 10.22%
- 1Y
- 13.67%
- 3Y*
- 3.45%
- 5Y*
- 6.13%
- 10Y*
- 11.89%
- ALL TIME*
- 14.43%
COPX
- 1D
- -0.81%
- 1M
- 2.88%
- 6M
- -6.70%
- YTD
- 10.22%
- 1Y
- 89.44%
- 3Y*
- 27.01%
- 5Y*
- 18.54%
- 10Y*
- 18.83%
- ALL TIME*
- 5.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $193.89M | $197.23M | $300.83M | |
| $37.57M | $32.88M | $30.65M |
FELE vs. COPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FELE Franklin Electric Co., Inc. | 10.22% | -0.86% | 1.82% | 22.38% | -14.85% | 37.80% | 22.08% | 35.26% | -5.61% | 19.21% |
COPX Global X Copper Miners ETF | 10.22% | 93.50% | 3.57% | 8.38% | -0.76% | 23.39% | 51.66% | 12.48% | -31.31% | 38.92% |
Correlation
The correlation between FELE and COPX is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2010 | 0.45 |
Over the past year, the correlation between FELE and COPX has dropped to 0.21 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
FELE vs. COPX — Risk / Return Rank
FELE
COPX
FELE vs. COPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Electric Co., Inc. (FELE) and Global X Copper Miners ETF (COPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FELE | COPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.30 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 3.18 | -2.48 |
| Martin ratioReturn relative to average drawdown | 1.72 | 7.96 | -6.24 |
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Drawdowns
FELE vs. COPX - Drawdown Comparison
The maximum FELE drawdown since its inception was -71.12%, smaller than the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for FELE and COPX.
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Drawdown Indicators
| FELE | COPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.12% | -83.16% | +12.04% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -27.82% | +9.64% |
Max Drawdown (3Y)Largest decline over 3 years | -23.52% | -39.72% | +16.20% |
Max Drawdown (5Y)Largest decline over 5 years | -29.22% | -42.12% | +12.90% |
Max Drawdown (10Y)Largest decline over 10 years | -32.02% | -65.41% | +33.39% |
Current DrawdownCurrent decline from peak | -4.55% | -17.32% | +12.77% |
Average DrawdownAverage peak-to-trough decline | -13.76% | -39.11% | +25.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 11.11% | -3.72% |
Volatility
FELE vs. COPX - Volatility Comparison
The current volatility for Franklin Electric Co., Inc. (FELE) is 8.43%, while Global X Copper Miners ETF (COPX) has a volatility of 13.58%. This indicates that FELE experiences smaller price fluctuations and is considered to be less risky than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FELE | COPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 13.58% | -5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 24.32% | 39.74% | -15.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.12% | 45.77% | -17.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.24% | 37.28% | -10.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.07% | 35.87% | -4.80% |
Dividends
FELE vs. COPX - Dividend Comparison
FELE's dividend yield for the trailing twelve months is around 1.04%, less than COPX's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COPX Global X Copper Miners ETF | 2.45% | 2.68% | 1.80% | 2.39% | 3.14% | 1.48% | 1.30% | 1.37% | 2.59% | 1.57% | 0.60% | 1.20% |
FELE Franklin Electric Co., Inc. | 1.04% | 1.11% | 1.03% | 0.93% | 0.98% | 0.74% | 0.90% | 1.01% | 1.09% | 0.92% | 1.02% | 1.42% |
Frequently Asked Questions
FELE and COPX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COPX has higher volatility (13.58%) compared to FELE (8.43%). In terms of maximum drawdown, FELE dropped -71.12% vs COPX's -83.16%.
COPX currently has the higher Sharpe Ratio (1.94 vs 0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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